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I tried to do my own analysis of VWAP vs SMAP years ago. I recently picked it back up, but the standard for loop is CRAZY slow. I've been playing around with numpy methods to by pass traditional python looping.
I can't find where these standard metrics are. Is the point of this library to build from scratch?
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From Quick Start User Guide:
Backtesting.py doesn't ship its own set of technical analysis indicators. Users favoring TA should probably refer to functions from proven indicator libraries, such as TA-Lib or Tulipy ...
So no VWAP built in.
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Wait VWAP... are there anyway to get this in? But I guess Panads-TA has them https://github.com/twopirllc/pandas-ta
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